K Shipbuilding Co Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6700 | 2.56 | |
| 0.1043 | 5.19 | |
| 0.8747 | 50.07 | |
| 0.2164 | 0.15 | |
| -0.4820 | -0.22 | |
| 0.4467 | 0.27 | |
| 0.0064 | 0.00 | |
| -1.1678 | -0.80 | |
| 2.7954 | 1.85 | |
| -6.8144 | -2.13 | |
| 13.4951 | 1.93 | |
| -13.1079 | -1.92 |
Estimation Period:
Oct 27, 2003 to Apr 14, 2014
Oct 27, 2003 to Apr 14, 2014
News Impact Curve
Volatility Forecasts
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